+107.7%
CTAS vs VSXY
+19.2%
+88.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | +1.0% | -10.7% | +11.7% | +1.7% |
| 30D | -1.1% | -24.3% | +23.2% | +0.7% |
| 3M | +11.5% | +1.0% | +10.5% | +11.1% |
| 6M | +0.2% | +57.4% | -57.2% | -4.3% |
| YTD | +7.2% | +39.8% | -32.6% | +3.0% |
| 1Y | 0.0% | +196.5% | -196.5% | -10.3% |
| 3Y | +65.9% | +357.2% | -291.3% | +34.8% |
| All | +107.7% | +19.2% | +88.5% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling